+103.3%
RUN vs ALK
-37.5%
+140.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.5% | -6.0% |
| 7D | +18.1% | +8.9% | +9.2% | +12.1% |
| 30D | +27.5% | +5.9% | +21.5% | +23.0% |
| 3M | -4.5% | -16.5% | +12.0% | +3.7% |
| 6M | -33.3% | +2.1% | -35.4% | -35.4% |
| YTD | -47.1% | -17.1% | -30.0% | -43.0% |
| 1Y | -43.1% | -2.9% | -40.3% | -43.6% |
| 3Y | -3.0% | +24.5% | -27.5% | -23.0% |
| 5Y | -82.6% | -29.1% | -53.5% | -81.4% |
| 10Y | +103.3% | -39.1% | +142.5% | +88.2% |
| All | +103.3% | -37.5% | +140.8% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling